-20.9%
RUN vs SPY
+332.6%
-353.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.5% |
| 7D | -13.7% | +3.3% | -17.0% | -18.3% |
| 30D | +9.4% | -2.7% | +12.1% | +13.0% |
| 3M | -13.4% | -1.7% | -11.7% | -11.6% |
| 6M | -39.6% | +3.1% | -42.7% | -42.5% |
| YTD | -53.7% | +11.9% | -65.6% | -61.0% |
| 1Y | -56.2% | +12.0% | -68.2% | -63.0% |
| 3Y | -9.7% | +78.2% | -87.9% | -64.2% |
| 5Y | -85.5% | +73.2% | -158.7% | -93.4% |
| 10Y | +66.7% | +309.6% | -242.9% | -72.1% |
| All | -20.9% | +332.6% | -353.5% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling